Portfolio Risk Quantitative Analyst, Sell Side-Boston, MA

A top financial services firm in Boston is looking to hire a junior quantitative analyst to develop and analyze portfolio risk financial models.

The analyst position is a great opportunity for a less experienced quant to gain exposure to portfolio management and build an understanding of the key drivers of portfolio performance. In the role, you will be responsible for building and enhancing the bank's credit performance forecasting models as well as evaluating portfolio credit performance across portfolio segments. You will also be involved in developing the bank's economic capital measurement methodology and help build the Basel II framework, which will be implemented across the firm. Finally, you will provide support for the bank's loan and lease losses allowance process, from the design and execution stage to documenting the results and providing provision recommendations to senior management.

Ideal candidates will have:

* 3-5 years of experience in credit risk management
* Familiarity with a variety of credit products and knowledge of advanced credit risk concepts
* Proven ability to work independently and manage large, long-term projects
* Excellent understanding of Excel, especially the use of Visual Basic within Excel
* Knowledge of SAS, SPSS, or Minitab
* Experience using SQL and plus

If you are interested and wish to apply, please send your CV to Olivia Kent or for any further questions contact 617-248-9560.
To find out more about Huxley Associates please visit www.huxley.com